+365.7%
ALAB vs TSEM
+570.4%
-204.7%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -1.1% | -5.8% | -6.1% |
| 7D | +3.2% | +10.4% | -7.2% | -3.7% |
| 30D | -13.6% | -12.9% | -0.6% | -5.1% |
| 3M | -16.6% | -9.2% | -7.4% | -12.5% |
| 6M | +142.3% | +98.8% | +43.6% | +37.1% |
| YTD | +73.6% | +87.2% | -13.6% | +1.8% |
| 1Y | +33.7% | +239.0% | -205.3% | -52.7% |
| All | +365.7% | +570.4% | -204.7% | +5.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TSEM.
Daily Out/Under-Performance
Portfolio return minus TSEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSEM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded TSEM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling